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visits member for 2 years, 11 months
seen Sep 13 at 20:13

Aug
21
asked Modelling currency exchange rates timeseries data across re-denomation dates
Aug
3
asked Resources for finding quantitative finance examples using excel, VBA and access
Dec
15
asked (Free) end of day historical data source for FTSE 350 sector indices
Dec
4
asked Securitization of a loan portfolio
Feb
21
asked Taylor series expansion (Volatility Trading book) explanation sought
Nov
20
asked Calculating portfolio VaR for (custom) leveraged products
Aug
31
asked Multi asset option portfolio risk management (greeks and FX exposure)
Aug
31
asked Is there any evidence that an option delta approximates ITM expiry probability?
Jul
30
asked Interpreting QuantLlib implied volatility numbers
May
27
asked Historical volatility from close prices (Haug pg 166)
May
3
asked VaR implementation using quantlib?
Mar
4
asked Modified bisection formula for deriving implied volatility for a dividend paying american option
Mar
4
answered How to calculate COMPOSITE underlying implied volatility from ATM (near month) option prices?
Mar
3
asked How to calculate COMPOSITE underlying implied volatility from ATM (near month) option prices?
Feb
10
asked Why are there so many different ways of calculating historical volatility
Feb
6
asked Calculating log returns using R
Jan
31
asked A gentle introduction to cointegration
Jan
31
asked Is there a measure for the 'degree' of cointegration
Dec
31
asked How to 'calibrate' simple pricing models for equity index options and equity options?
Dec
30
answered True or False? An option's price will always be greater than or equal to its intrinsic value